ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
119-01 |
-1-12 |
-1.1% |
121-27 |
| High |
120-13 |
119-07 |
-1-06 |
-1.0% |
122-02 |
| Low |
118-23 |
118-17 |
-0-06 |
-0.2% |
118-17 |
| Close |
118-23 |
118-24 |
0-01 |
0.0% |
118-24 |
| Range |
1-22 |
0-22 |
-1-00 |
-59.3% |
3-17 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.2% |
0-00 |
| Volume |
262 |
3,106 |
2,844 |
1,085.5% |
6,082 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-29 |
120-16 |
119-04 |
|
| R3 |
120-07 |
119-26 |
118-30 |
|
| R2 |
119-17 |
119-17 |
118-28 |
|
| R1 |
119-04 |
119-04 |
118-26 |
119-00 |
| PP |
118-27 |
118-27 |
118-27 |
118-24 |
| S1 |
118-14 |
118-14 |
118-22 |
118-10 |
| S2 |
118-05 |
118-05 |
118-20 |
|
| S3 |
117-15 |
117-24 |
118-18 |
|
| S4 |
116-25 |
117-02 |
118-12 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-12 |
128-03 |
120-22 |
|
| R3 |
126-27 |
124-18 |
119-23 |
|
| R2 |
123-10 |
123-10 |
119-13 |
|
| R1 |
121-01 |
121-01 |
119-02 |
120-13 |
| PP |
119-25 |
119-25 |
119-25 |
119-15 |
| S1 |
117-16 |
117-16 |
118-14 |
116-28 |
| S2 |
116-08 |
116-08 |
118-03 |
|
| S3 |
112-23 |
113-31 |
117-25 |
|
| S4 |
109-06 |
110-14 |
116-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-02 |
118-17 |
3-17 |
3.0% |
1-02 |
0.9% |
6% |
False |
True |
1,216 |
| 10 |
122-12 |
118-17 |
3-27 |
3.2% |
1-04 |
1.0% |
6% |
False |
True |
4,462 |
| 20 |
122-12 |
117-11 |
5-01 |
4.2% |
1-05 |
1.0% |
28% |
False |
False |
243,438 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-09 |
1.1% |
19% |
False |
False |
343,882 |
| 60 |
125-30 |
117-11 |
8-19 |
7.2% |
1-09 |
1.1% |
16% |
False |
False |
372,121 |
| 80 |
125-30 |
114-17 |
11-13 |
9.6% |
1-11 |
1.1% |
37% |
False |
False |
395,429 |
| 100 |
125-30 |
107-03 |
18-27 |
15.9% |
1-14 |
1.2% |
62% |
False |
False |
317,028 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-16 |
1.3% |
62% |
False |
False |
264,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-04 |
|
2.618 |
121-01 |
|
1.618 |
120-11 |
|
1.000 |
119-29 |
|
0.618 |
119-21 |
|
HIGH |
119-07 |
|
0.618 |
118-31 |
|
0.500 |
118-28 |
|
0.382 |
118-25 |
|
LOW |
118-17 |
|
0.618 |
118-03 |
|
1.000 |
117-27 |
|
1.618 |
117-13 |
|
2.618 |
116-23 |
|
4.250 |
115-20 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
119-26 |
| PP |
118-27 |
119-15 |
| S1 |
118-25 |
119-03 |
|